Add training workflow, datasets, and runbook

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+Chapter 35: Futures Option Strategies for Futures Spreads 721 
+Futures spreads fall into two categories - intermarket and intramarket. They 
+are important strategies because many futures exhibit historic and/or seasonal ten­
+dencies that can be traded without regard to the overall movement of futures prices. 
+Options can be used to enhance these futures spreading strategies. The futures 
+calendar spread is closely related to the intramarket spread. It is distinctly different 
+from the stock or index option calendar spread. 
+Using in-the-money long option combinations in lieu of futures can be a very 
+attractive strategy for either intermarket or intramarket spreads. The option strategy 
+gives the spreader two ways to make money: ( 1) from the movement of the underly­
+ing futures in the spread; or (2) if the futures prices experience a big move, from the 
+fact that one option can continually increase in value while the other can drop only 
+to zero. The option strategy also affords the strategist the opportunity for follow-up 
+action based on the equivalent futures position that accumulates as prices rise or fall. 
+The concepts introduced in this chapter apply not only to futures spreads, but 
+to intermarket spreads between any two entities. An example was given of an inter­
+market spread between futures and a stock sector index, but the concept can be gen­
+eralized to apply to any two related markets of any sort. 
+Traders who utilize futures spreads as part of their trading strategy should give 
+serious consideration to substituting options when applicable. Such an alternative 
+strategy will often improve the chances for profit.